+36.3%
LUMN vs BOXX
+18.5%
+17.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +2.5% | +0.1% | +2.5% | +2.6% |
| 30D | +10.3% | +0.3% | +10.0% | +11.0% |
| 3M | -18.3% | +1.0% | -19.3% | -17.0% |
| 6M | +4.4% | +1.9% | +2.4% | +5.5% |
| YTD | -10.7% | +2.7% | -13.4% | -8.3% |
| 1Y | +14.0% | +4.0% | +9.9% | +26.5% |
| 3Y | +406.6% | +14.7% | +391.9% | +2,024.6% |
| All | +36.3% | +18.5% | +17.9% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling